Document global options and add cmdstanr_output_dir

[jgabry]

Submission Checklist

• Run unit tests
• Declare copyright holder and agree to license (see below)

Summary

• Adds new global option cmdstanr_output_dir (closes Add global option cmdstanr_output_dir #945)
• Adds a documentation page for the global options (closes List the supported global options #944).

both suggested by @avehtari

Copyright and Licensing

Please list the copyright holder for the work you are submitting
(this will be you or your assignee, such as a university or company):
Columbia University

By submitting this pull request, the copyright holder is agreeing to
license the submitted work under the following licenses:

• Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
• Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)

[jgabry]

The windows unit tests are failing due to unrelated issues with GitHub actions

[avehtari]

One minor comment about the directories

[jgabry]

Thanks, I added that clarification in both cases